- Kevin Murphy’s Probabilistic Machine Learning: Advanced Topics (2023)
- Durbin and Koopman’s Time Series Analysis by State Space Methods (2012)
- dynamax documentation
- Ravin Kumar’s SSM book club
- mathematicalmonk’s videos
- Särkkä & Solin’s Applied Stochastic Differential Equations (2019) – continuous-time models, SDE discretisation, continuous-discrete filtering
- Särkkä & Svensson’s Bayesian Filtering and Smoothing (2023)
- Hurricane tracking with pymc-statespace